| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
10,580 |
10,635 |
55 |
0.5% |
10,230 |
| High |
10,665 |
10,655 |
-10 |
-0.1% |
10,595 |
| Low |
10,535 |
10,580 |
45 |
0.4% |
10,230 |
| Close |
10,620 |
10,590 |
-30 |
-0.3% |
10,505 |
| Range |
130 |
75 |
-55 |
-42.3% |
365 |
| ATR |
123 |
119 |
-3 |
-2.8% |
0 |
| Volume |
8,858 |
9,130 |
272 |
3.1% |
39,195 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,833 |
10,787 |
10,631 |
|
| R3 |
10,758 |
10,712 |
10,611 |
|
| R2 |
10,683 |
10,683 |
10,604 |
|
| R1 |
10,637 |
10,637 |
10,597 |
10,623 |
| PP |
10,608 |
10,608 |
10,608 |
10,601 |
| S1 |
10,562 |
10,562 |
10,583 |
10,548 |
| S2 |
10,533 |
10,533 |
10,576 |
|
| S3 |
10,458 |
10,487 |
10,570 |
|
| S4 |
10,383 |
10,412 |
10,549 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,538 |
11,387 |
10,706 |
|
| R3 |
11,173 |
11,022 |
10,606 |
|
| R2 |
10,808 |
10,808 |
10,572 |
|
| R1 |
10,657 |
10,657 |
10,539 |
10,733 |
| PP |
10,443 |
10,443 |
10,443 |
10,481 |
| S1 |
10,292 |
10,292 |
10,472 |
10,368 |
| S2 |
10,078 |
10,078 |
10,438 |
|
| S3 |
9,713 |
9,927 |
10,405 |
|
| S4 |
9,348 |
9,562 |
10,304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,665 |
10,395 |
270 |
2.5% |
126 |
1.2% |
72% |
False |
False |
8,564 |
| 10 |
10,665 |
10,150 |
515 |
4.9% |
129 |
1.2% |
85% |
False |
False |
7,350 |
| 20 |
10,665 |
10,150 |
515 |
4.9% |
122 |
1.2% |
85% |
False |
False |
6,116 |
| 40 |
10,665 |
9,905 |
760 |
7.2% |
108 |
1.0% |
90% |
False |
False |
5,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,974 |
|
2.618 |
10,851 |
|
1.618 |
10,776 |
|
1.000 |
10,730 |
|
0.618 |
10,701 |
|
HIGH |
10,655 |
|
0.618 |
10,626 |
|
0.500 |
10,618 |
|
0.382 |
10,609 |
|
LOW |
10,580 |
|
0.618 |
10,534 |
|
1.000 |
10,505 |
|
1.618 |
10,459 |
|
2.618 |
10,384 |
|
4.250 |
10,261 |
|
|